Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-20 0.672248 0.761321 0.863098 0.989188 1.142891 1.326409 1.565581
2024-10-27 0.571005 0.679802 0.813596 0.993741 1.235662 1.558259 2.037631
2024-11-03 0.523368 0.649412 0.814358 1.053408 1.404678 1.927039 2.819432
2024-11-10 0.490993 0.631636 0.826149 1.127909 1.611777 2.416677 4.022930
2024-11-17 0.450666 0.596315 0.806777 1.152036 1.748625 2.847112 5.401400
2024-11-24 0.414120 0.560985 0.781221 1.160513 1.861700 3.283762 7.156531
2024-12-01 0.371812 0.511899 0.727472 1.111829 1.858551 3.489715 8.554351
2024-12-08 0.337048 0.470509 0.680515 1.066509 1.850654 3.686520 10.185585
2024-12-15 0.320910 0.456249 0.675628 1.095863 2.004505 4.358363 14.631156
2024-12-22 0.315136 0.457662 0.696896 1.178548 2.304350 5.639892 25.662775
2024-12-29 0.302106 0.445689 0.693070 1.210467 2.496951 6.767259 42.019434
2025-01-05 0.287301 0.429258 0.679086 1.218374 2.632006 7.831480 68.213976
2025-01-12 0.269428 0.407130 0.654137 1.202934 2.714464 8.867010 116.329668
2025-01-19 0.250412 0.381439 0.619693 1.160189 2.704305 9.502429 184.186330
2025-01-26 0.242067 0.373944 0.619572 1.198006 2.965599 12.036912 689.234241
2025-02-02 0.236573 0.371044 0.628142 1.259294 3.344019 16.328934 32547.164016
2025-02-09 0.226568 0.358945 0.616507 1.266958 3.536527 19.945529 NaN
2025-02-16 0.216405 0.345746 0.601140 1.261922 3.681234 23.821489 NaN
2025-02-23 0.202371 0.324260 0.566163 1.197318 3.547738 24.164650 NaN
2025-03-02 0.190061 0.305386 0.535386 1.140395 3.431223 24.610127 NaN
2025-03-09 0.185133 0.300396 0.534290 1.167697 3.715656 32.607875 NaN
2025-03-16 0.184562 0.303797 0.552014 1.254271 4.359916 55.311584 NaN
2025-03-23 0.180232 0.299412 0.551648 1.286155 4.752833 81.548050 NaN